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dc.contributor.authorVoit, Michael-
dc.date.accessioned2019-01-08T13:37:58Z-
dc.date.available2019-01-08T13:37:58Z-
dc.date.issued2018-11-
dc.identifier.urihttp://hdl.handle.net/2003/37862-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-19849-
dc.description.abstractMultivariate Bessel processes (X_(t,k) )t≥0 are classified via associated root systems and multiplicity constants k ≥ 0. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and Miyashita derived some weak laws of large numbers for X_(t,k) for fixed times t > 0 and k→∞. In this paper we derive associated central limit theorems for the root systems of types A, B and D in an elementary way. In most cases, the limits will be normal distributions, but in the B-case there are freezing limits where distributions associated with the root system A or one-sided normal distributions on half-spaces appear. Our results are connected to central limit theorems of Dumitriu and Edelman for β-Hermite and β-Laguerre ensembles.en
dc.language.isoen-
dc.subjectinteracting particle systemsen
dc.subjectCalogero-Moser-Sutherland modelsen
dc.subjectcentral limit theoremsen
dc.subjectHermite ensemblesen
dc.subjectLaguerre ensemblesen
dc.subjectDyson Brownian motionen
dc.subject.ddc610-
dc.titleCentral limit theorems for multivariate Bessel processes in the freezing regimeen
dc.typeTextde
dc.type.publicationtypepreprinten
dcterms.accessRightsopen access-
eldorado.secondarypublicationfalse-
Appears in Collections:Preprints der Fakultät für Mathematik

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